Risk Management and Financial Derivatives: An Overview
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- Hammoudeh, Shawkat & McAleer, Michael, 2013. "Risk management and financial derivatives: An overview," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 109-115.
- Michael McAleer & Shawkat Hammoudeh, 2012. "Risk Management and Financial Derivatives:An Overview," KIER Working Papers 816, Kyoto University, Institute of Economic Research.
- Shawkat Hammoudeh & Michael McAleer, 2012. "Risk Management and Financial Derivatives: An Overview," Documentos de Trabajo del ICAE 2012-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Hammoudeh, S.M. & McAleer, M.J., 2012. "Risk Management and Financial Derivatives: An Overview," Econometric Institute Research Papers EI 2012-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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Citations
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Cited by:
- Bianconi, Marcelo & MacLachlan, Scott & Sammon, Marco, 2015.
"Implied volatility and the risk-free rate of return in options markets,"
The North American Journal of Economics and Finance,
Elsevier, vol. 31(C), pages 1-26.
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"Modelling a latent daily Tourism Financial Conditions Index,"
International Review of Economics & Finance,
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"The impact of China on stock returns and volatility in the Taiwan tourism industry,"
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Elsevier, vol. 29(C), pages 381-401.
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More about this item
Keywords
Risk management; Optimal portfolios; Financial derivatives; Financial econometrics; Options; Futures; Volatility; Spillovers; Hedging; Default; Risk premia; Complete markets;JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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